Australia
and New Zeland:

The new edition (early 1997) incorporates a number of corrections. Unfortunately,
Chapman Hall also raised the price (several times). If you have the first
edition, feel free to download PostScript files that contain all the changes. Here are the changes
and new PS files.

The book is designed to be an introduction to the theory, and a
compelling collection of real engineering applications, for advanced
undergraduate and graduate students in engineering and applied mathematics. The
book is also a reference resource for mathematicians, researchers, and
engineers. The book is self-contained, with detailed appendices to cover all
the major tools used in the book, and over 60 figures.

The table of contents, Chapter 0 (Introduction/Preface), and Chapter 1
(together with a unique cover that is not included with the printed version!)
are available as a PostScript or PDF file

We have an errata page with all errata
which are incorporated into the second printing. We shall create an errata page
for the second printing as soon as errors are found... (Updated
September 9, 1996).

Synopsis

This book consists of two synergistic parts.

The first half is the theory of large deviations developed from the
beginning (i.i.d. random variables) through recent results on the theory for
processes with boundaries, keeping to a very narrow path: continuous-time,
discrete-state processes. By developing only what we need for the applications
we present, we to keep the theory to a manageable level, both in terms of length
and in terms of difficulty. Since our scope is limited to a class of relatively
simple processes, the theory is accessible, and less demanding mathematically,
than more general treatments. Within our scope, our treatment is detailed,
comprehensive and self-contained. As the book shows, there are sufficienty many
interesting applications of jump Markov processes to warrant a special
treatment. After all, we live in continuous time, and the events that occur in
digital equipment are discrete.

We firmly believe that the large deviations of processes should be
taught first for jump Markov processes: more difficult processes can be studied
once the foundations and the intuition are established. Diffusions are
complicated objects, and the student does not need the extra burden of a subtle
process to hinder the understanding of large deviations. Discrete time presents
another unnecessarily difficult process, because the jumps are usually more
general than those of the processes we consider.

The second half of the book is a collection of applications developed
at AT&T Bell Laboratories. Our applications cover large areas of the theory
of communication networks: circuit-switched transmission (Chapter 12), packet
transmission (Chapter 13), multiple access channels (Chapter 14), and the M/M/1
queue (Chapter 11). We cover aspects of parallel computation in a much more
spotty fashion: basics of job allocation (Chapter 9), rollback-based parallel
simulation (Chapter 10), assorted priority queuing models (Chapter 15) that may
be used in performance models of various computer architectures, and asymptotic
coupling of processors (Chapter 16).

Courses

This book can be used as a basis for two types of
one-semester courses. The first is an introduction to the theory of large
deviations, through jump Markov processes. This course should cover most of
Chapters 1, 2, 5, 6, possibly the advanced material in Chapter 8, and Appendix
A. Such a course would prepare the student to read the more mathematical
theory, and to fully appreciate the applications worked out in the rest of the
book. It would be wise (in our opinion) to sprinkle such a theory-oriented
course with some of the applications.

The second course is application-oriented. Such a course should
probably start with Chapter 1 (at least Sections 1 through 3), so that some
flavor of the theory is provided. Many results can then be stated without
proof, with or without intuitive explanations. Some basic tools from the calculus
of variations, at least as summarized in Appendix C, should be covered. Then
applications can be presented.